Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970519 | 7.5176 | 0 |
2 | 0.931751 | 7.2173 | 0 |
3 | 0.887339 | 6.8733 | 0 |
4 | 0.83868 | 6.4964 | 0 |
5 | 0.788472 | 6.1075 | 0 |
6 | 0.740063 | 5.7325 | 0 |
7 | 0.693808 | 5.3742 | 1e-06 |
8 | 0.648506 | 5.0233 | 2e-06 |
9 | 0.603144 | 4.6719 | 9e-06 |
10 | 0.556747 | 4.3125 | 3.1e-05 |
11 | 0.507557 | 3.9315 | 0.000111 |
12 | 0.454665 | 3.5218 | 0.000413 |
13 | 0.398728 | 3.0885 | 0.001523 |
14 | 0.338254 | 2.6201 | 0.005559 |
15 | 0.277996 | 2.1534 | 0.01766 |
16 | 0.216524 | 1.6772 | 0.049354 |
17 | 0.155478 | 1.2043 | 0.116596 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970519 | 7.5176 | 0 |
2 | -0.174824 | -1.3542 | 0.090379 |
3 | -0.095243 | -0.7377 | 0.231771 |
4 | -0.074096 | -0.5739 | 0.284075 |
5 | -0.030457 | -0.2359 | 0.407149 |
6 | 0.017574 | 0.1361 | 0.446087 |
7 | 0.005956 | 0.0461 | 0.481679 |
8 | -0.024023 | -0.1861 | 0.426505 |
9 | -0.041177 | -0.319 | 0.375434 |
10 | -0.052299 | -0.4051 | 0.34342 |
11 | -0.075058 | -0.5814 | 0.281575 |
12 | -0.08171 | -0.6329 | 0.264595 |
13 | -0.066374 | -0.5141 | 0.304525 |
14 | -0.099132 | -0.7679 | 0.222788 |
15 | -0.013503 | -0.1046 | 0.458523 |
16 | -0.0646 | -0.5004 | 0.309317 |
17 | -0.041199 | -0.3191 | 0.375369 |